^FCHI vs. ^AEX
Compare and contrast key facts about CAC 40 (^FCHI) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^AEX.
Correlation
The correlation between ^FCHI and ^AEX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^FCHI vs. ^AEX - Performance Comparison
Key characteristics
^FCHI:
-0.26
^AEX:
-0.05
^FCHI:
-0.24
^AEX:
0.04
^FCHI:
0.97
^AEX:
1.01
^FCHI:
-0.26
^AEX:
-0.04
^FCHI:
-0.52
^AEX:
-0.13
^FCHI:
8.23%
^AEX:
5.19%
^FCHI:
16.69%
^AEX:
14.88%
^FCHI:
-65.29%
^AEX:
-71.60%
^FCHI:
-8.09%
^AEX:
-8.00%
Returns By Period
In the year-to-date period, ^FCHI achieves a 2.62% return, which is significantly higher than ^AEX's -0.68% return. Over the past 10 years, ^FCHI has underperformed ^AEX with an annualized return of 4.08%, while ^AEX has yielded a comparatively higher 5.90% annualized return.
^FCHI
2.62%
-4.32%
0.22%
-6.36%
9.98%
4.08%
^AEX
-0.68%
-3.83%
-2.69%
-1.13%
10.46%
5.90%
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Risk-Adjusted Performance
^FCHI vs. ^AEX — Risk-Adjusted Performance Rank
^FCHI
^AEX
^FCHI vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and AEX Index (^AEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^FCHI vs. ^AEX - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^AEX. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^AEX - Volatility Comparison
CAC 40 (^FCHI) has a higher volatility of 11.79% compared to AEX Index (^AEX) at 11.09%. This indicates that ^FCHI's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.